public void ReturnsMinimumOrderValueReason()
{
var algorithm = GetAlgorithm();
var security = InitAndGetSecurity(algorithm, 0);
var model = new SecurityMarginModel();
var result = model.GetMaximumOrderQuantityForTargetValue(algorithm.Portfolio, security, 0.00000001m);
Assert.AreEqual(0m, result.Quantity);
Assert.IsFalse(result.IsError);
Assert.IsTrue(result.Reason.Contains("is less than the minimum"));
}
public void ZeroTargetWithZeroHoldingsIsNotAnError()
{
var algorithm = GetAlgorithm();
var security = InitAndGetSecurity(algorithm, 0);
var model = new SecurityMarginModel();
var result = model.GetMaximumOrderQuantityForTargetValue(algorithm.Portfolio, security, 0);
Assert.AreEqual(0, result.Quantity);
Assert.IsTrue(result.Reason.IsNullOrEmpty());
Assert.IsFalse(result.IsError);
}
public void ZeroTargetWithZeroHoldingsIsNotAnError()
{
var algorithm = new QCAlgorithm();
var security = algorithm.AddEquity("SPY");
var model = new SecurityMarginModel();
var result = model.GetMaximumOrderQuantityForTargetValue(algorithm.Portfolio, security, 0);
Assert.AreEqual(0, result.Quantity);
Assert.AreEqual(string.Empty, result.Reason);
Assert.AreEqual(false, result.IsError);
}
public void ZeroTargetWithNonZeroHoldingsReturnsNegativeOfQuantity()
{
var algorithm = GetAlgorithm();
var security = InitAndGetSecurity(algorithm, 0);
security.Holdings.SetHoldings(200, 10);
var model = new SecurityMarginModel();
var result = model.GetMaximumOrderQuantityForTargetValue(algorithm.Portfolio, security, 0);
Assert.AreEqual(-10, result.Quantity);
Assert.IsTrue(result.Reason.IsNullOrEmpty());
Assert.IsFalse(result.IsError);
}
public void ZeroTargetWithNonZeroHoldingsReturnsNegativeOfQuantity()
{
var algorithm = new QCAlgorithm();
var security = algorithm.AddEquity("SPY");
security.Holdings.SetHoldings(200, 10);
var model = new SecurityMarginModel();
var result = model.GetMaximumOrderQuantityForTargetValue(algorithm.Portfolio, security, 0);
Assert.AreEqual(-10, result.Quantity);
Assert.AreEqual(string.Empty, result.Reason);
Assert.AreEqual(false, result.IsError);
}